Article,

A law of large numbers for moderately interacting diffusion processes

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Z. Wahrsch. Verw. Gebiete, 69 (2): 279--322 (1985)
DOI: 10.1007/BF02450284

Abstract

Summary. We consider two special models of interacting diffusion pro- cesses, and derive in the limit, as the number of different processes tends to infinity and the interaction is rescaled in a suitable ("moderate") way, a law of large numbers for the empirical processes. As limit dynamics we obtain certain nonlinear diffusion equations.

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